Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23015.4481 | 87610.9932 | -64595.5451 | 9350325.4808 | -525353.2062 | 9875678.6871 |
Total P&L (%) | 23.0154 | 87.611 | -64.5955 | 9350.3255 | -525.3532 | 9875.6787 |
Avg Daily Profit (%) | 0.017 | 0.0647 | -0.0477 | 0.3367 | 0 | 0.3407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -420062 | -27363 | -420048 | -4155708 | -2440574 | -2938042 |
Profit Factor | 1.0371 | 2.6674 | 0.8862 | 1.7543 | 0.8361 | 2.0745 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 54 | 25 | 29 | 52 | 23 | 29 |
Losing Trades | 19 | 12 | 7 | 21 | 14 | 7 |
Profitability (%) | 73.9726 | 67.5676 | 80.5556 | 71.2329 | 62.1622 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.3649 | 1.2804 | 0.2139 | 0.7085 | 0.5089 | 0.5007 |
Largest Winning Trade | 48788 | 30418 | 48788 | 4773409 | 495729 | 4773409 |
Largest Losing Trade | -322036 | -13049 | -322036 | -2842846 | -1312862 | -2842846 |
Avg Bars in Trades | 205 | 13 | 401 | 205 | 13 | 401 |
Avg Bars in Winners | 145 | 10 | 262 | 199 | 10 | 348 |
Avg Bars in Losers | 373 | 19 | 981 | 220 | 18 | 624 |
Bars Traded | 14972 | 502 | 14470 | 14972 | 502 | 14470 |
Profit Streak | 118.1199 | 171.4533 | 118.1199 | 118.1199 | 171.4533 | 118.1199 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -427792 | -98564 | -575485 | -61999 | -577535 | 565179 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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